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Feature Engineering for Trading: Art or Science?

Feature Engineering for Trading: Art or Science?

February 12, 2019 | Ai driven investment strategies, data science, quantitative analysis, stock market,

Erez Katz, CEO and Co-founder Lucena Research How Feature Engineering Extracts Signals from Data for Trading Those of us who work with big data and the applications of deep learning are often conflicted where human intellect is applied. Utilizing feature…

How to minimize overfitting in your quantitative investment research

How to minimize overfitting in your quantitative investment research

February 8, 2019 | Ai driven investment strategies, data science, quantitative analysis, Quantitative Investing,

Erez Katz, CEO and Co-founder Lucena Research How Cross-Validation and Grid Searching Strengthen Your Model  As new datasets enter the predictive analytics world, streamlining their evaluation and deployment is becoming increasingly essential. Combining multiple, independent datasets into a single predictive model…

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Is Your Data Predictive? How to Measure Before Risking Capital

Is Your Data Predictive? How to Measure Before Risking Capital

January 10, 2019 | DAS, data science, machine learning, Predictive Analytics, quantitative analysis, Quantitative Investing, strategy,

Erez Katz, CEO and Co-founder of Lucena Research Here are the pitfalls data providers and data consumers should be aware of.

How To Use RNNs and Time Series Data for Forecasting Stock Prices

How To Use RNNs and Time Series Data for Forecasting Stock Prices

January 9, 2019 | Ai driven investment strategies, machine learning, neural networks, quantitative analysis,

How to Use Time Series Data and RNNs To Forecast Stock Prices. It’s important to configure deep net infrastructure to accommodate time series data.

How To Beat The Odds With A Short Only Investment Strategy

How To Beat The Odds With A Short Only Investment Strategy

January 5, 2019 | Ai driven investment strategies, long & short, machine learning, quantitative analysis, short investments, short only, strategy,

Erez Katz, CEO and Co-founder of Lucena Research  Risk vs. Reward in Short Investment Strategies A prominent portfolio manager once told me; “If you can come up with a method to reliably identify short investment opportunities, you will likely own…

How To Keep Your Financial Firm Competitive

How To Keep Your Financial Firm Competitive

January 5, 2019 | Ai driven investment strategies, machine learning, quantitative analysis, Quantitative Investing, strategy,

Erez Katz, CEO and Co-founder Lucena Research How machine learning fills the gap between AI fact and fiction. In 2017 Larry Fink, CEO of BlackRock, made a bold statement that rattled the Financial industry. More and more firms are turning…

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